| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,220.00 |
2,210.50 |
-9.50 |
-0.4% |
2,150.00 |
| High |
2,239.00 |
2,223.25 |
-15.75 |
-0.7% |
2,239.00 |
| Low |
2,200.75 |
2,145.00 |
-55.75 |
-2.5% |
2,103.25 |
| Close |
2,212.00 |
2,164.25 |
-47.75 |
-2.2% |
2,164.25 |
| Range |
38.25 |
78.25 |
40.00 |
104.6% |
135.75 |
| ATR |
63.06 |
64.14 |
1.09 |
1.7% |
0.00 |
| Volume |
120,990 |
291,723 |
170,733 |
141.1% |
418,968 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.25 |
2,366.50 |
2,207.25 |
|
| R3 |
2,334.00 |
2,288.25 |
2,185.75 |
|
| R2 |
2,255.75 |
2,255.75 |
2,178.50 |
|
| R1 |
2,210.00 |
2,210.00 |
2,171.50 |
2,193.75 |
| PP |
2,177.50 |
2,177.50 |
2,177.50 |
2,169.50 |
| S1 |
2,131.75 |
2,131.75 |
2,157.00 |
2,115.50 |
| S2 |
2,099.25 |
2,099.25 |
2,150.00 |
|
| S3 |
2,021.00 |
2,053.50 |
2,142.75 |
|
| S4 |
1,942.75 |
1,975.25 |
2,121.25 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.00 |
2,506.00 |
2,239.00 |
|
| R3 |
2,440.25 |
2,370.25 |
2,201.50 |
|
| R2 |
2,304.50 |
2,304.50 |
2,189.25 |
|
| R1 |
2,234.50 |
2,234.50 |
2,176.75 |
2,269.50 |
| PP |
2,168.75 |
2,168.75 |
2,168.75 |
2,186.50 |
| S1 |
2,098.75 |
2,098.75 |
2,151.75 |
2,133.75 |
| S2 |
2,033.00 |
2,033.00 |
2,139.25 |
|
| S3 |
1,897.25 |
1,963.00 |
2,127.00 |
|
| S4 |
1,761.50 |
1,827.25 |
2,089.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,239.00 |
2,103.25 |
135.75 |
6.3% |
59.75 |
2.8% |
45% |
False |
False |
84,103 |
| 10 |
2,262.75 |
2,076.50 |
186.25 |
8.6% |
58.00 |
2.7% |
47% |
False |
False |
42,445 |
| 20 |
2,262.75 |
2,019.25 |
243.50 |
11.3% |
61.25 |
2.8% |
60% |
False |
False |
21,457 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
66.75 |
3.1% |
43% |
False |
False |
11,053 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
57.25 |
2.6% |
43% |
False |
False |
7,393 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
44.00 |
2.0% |
43% |
False |
False |
5,545 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
35.50 |
1.6% |
43% |
False |
False |
4,437 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
30.25 |
1.4% |
43% |
False |
False |
3,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,555.75 |
|
2.618 |
2,428.00 |
|
1.618 |
2,349.75 |
|
1.000 |
2,301.50 |
|
0.618 |
2,271.50 |
|
HIGH |
2,223.25 |
|
0.618 |
2,193.25 |
|
0.500 |
2,184.00 |
|
0.382 |
2,175.00 |
|
LOW |
2,145.00 |
|
0.618 |
2,096.75 |
|
1.000 |
2,066.75 |
|
1.618 |
2,018.50 |
|
2.618 |
1,940.25 |
|
4.250 |
1,812.50 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.00 |
2,192.00 |
| PP |
2,177.50 |
2,182.75 |
| S1 |
2,171.00 |
2,173.50 |
|